viii. ujian kecakapan wakil manajer investasi - Panitia Standar ...
viii. ujian kecakapan wakil manajer investasi - Panitia Standar ...
viii. ujian kecakapan wakil manajer investasi - Panitia Standar ...
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VII. Portfolio Management (15 %)<br />
A. Modern Portfolio Theory<br />
1. Historical Investment Return<br />
a. Stocks<br />
b. Bonds<br />
c. Cash<br />
d. Other Assets<br />
2. Diversification (Risk & Return Portfolio)<br />
B. Risk Management Portfolio<br />
1. Beta Coeffisient<br />
2. Markowitz Portfolio<br />
3. Single Index Model<br />
4. Capital Asset Pricing Modal Theory (CAPM)<br />
5. Arbitrage Pricing Theory<br />
C. Investment Manager Performance Measurement<br />
1. Understanding abnormal return<br />
2. Capability of Investment Manager to get abnormal return<br />
a. Stock picking ability<br />
b. Market timing ability<br />
3. Sharpe Ratio<br />
4. Treynor Ratio<br />
5. Jensen Alpha<br />
D. Assets Allocation<br />
1. Asset Allocations on various asset classes<br />
2. Securities selection<br />
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